区间收益+67.53%
区间年化+8.04%
最大回撤-13.66%
日度记录1,619
累计收益路径
与策略对比页相同的交互曲线
首个归档交易日归一化为 0%；可滚轮缩放、拖拽平移或使用底部滑块。精确净值仍以日度表和 CSV 为准。
正在读取归档曲线…
当前查看的是 单一归档区间：源文件只覆盖 2020-01-02 至 2026-09-04，并非完整策略回测。
年度拆分
年度收益
| 年度 | 收益率 | 计量区间 |
|---|---|---|
| 2020 | -8.61% | 2020-01-02 — 2020-12-31 |
| 2021 | +9.39% | 2020-12-31 — 2021-12-31 |
| 2022 | +2.48% | 2021-12-31 — 2022-12-30 |
| 2023 | +16.67% | 2022-12-30 — 2023-12-29 |
| 2024 | +28.94% | 2023-12-29 — 2024-12-31 |
| 2025 | +0.96% | 2024-12-31 — 2025-12-31 |
| 2026 · YTD | +7.67% | 2025-12-31 — 2026-09-04 |
可追溯明细
日度净值
账户净资产 · 人民币元。 当前显示第 27 页
| 日期 | 账户净资产（元） |
|---|---|
| 2025-05-20 | 153,728.92 |
| 2025-05-21 | 154,199.92 |
| 2025-05-22 | 154,717.92 |
| 2025-05-23 | 153,717.92 |
| 2025-05-26 | 153,199.92 |
| 2025-05-27 | 153,996.92 |
| 2025-05-28 | 154,498.92 |
| 2025-05-29 | 154,007.92 |
| 2025-05-30 | 154,589.92 |
| 2025-06-03 | 154,926.92 |
| 2025-06-04 | 154,589.92 |
| 2025-06-05 | 153,968.92 |
| 2025-06-06 | 154,041.92 |
| 2025-06-09 | 153,841.92 |
| 2025-06-10 | 154,048.92 |
| 2025-06-11 | 153,855.92 |
| 2025-06-12 | 154,140.92 |
| 2025-06-13 | 153,696.92 |
| 2025-06-16 | 154,298.92 |
| 2025-06-17 | 154,301.92 |
| 2025-06-18 | 155,667.92 |
| 2025-06-19 | 156,140.92 |
| 2025-06-20 | 157,105.92 |
| 2025-06-23 | 158,257.92 |
| 2025-06-24 | 158,791.92 |
| 2025-06-25 | 159,783.92 |
| 2025-06-26 | 160,672.92 |
| 2025-06-27 | 157,287.92 |
| 2025-06-30 | 157,562.92 |
| 2025-07-01 | 159,292.92 |
| 2025-07-02 | 159,341.92 |
| 2025-07-03 | 158,827.92 |
| 2025-07-04 | 159,991.92 |
| 2025-07-07 | 159,814.92 |
| 2025-07-08 | 159,305.92 |
| 2025-07-09 | 160,278.92 |
| 2025-07-10 | 161,230.92 |
| 2025-07-11 | 160,297.92 |
| 2025-07-14 | 160,607.79 |
| 2025-07-15 | 159,765.79 |
| 2025-07-16 | 159,382.92 |
| 2025-07-17 | 159,466.92 |
| 2025-07-18 | 159,475.76 |
| 2025-07-21 | 159,890.76 |
| 2025-07-22 | 160,341.76 |
| 2025-07-23 | 159,928.76 |
| 2025-07-24 | 160,629.76 |
| 2025-07-25 | 159,932.76 |
| 2025-07-28 | 159,673.76 |
| 2025-07-29 | 159,558.76 |
数据来源、版本与可追溯信息
日度来源：research/strategy_trade_review_v1/low_volatility_trend_n5/daily_review.csv
归档保留原始路径与校验值，以便复核；重复版本不应视为独立的策略验证。